| Data-driven optimization in management
|
2019 |
Consigli, Giorgio |
| Un-diversifying during crises : is it a good idea?
|
2019 |
Giuzio, Margherita |
| Sparse precision matrices for minimum variance portfolios
|
2019 |
Torri, Gabriele |
| Optimized operating rules for short-term hydropower planning in a stochastic environment
|
2019 |
Marchand, Alexia |
| The decision rule approach to optimization under uncertainty : methodology and applications
|
2019 |
Georghiou, Angelos |
| Blocks of coordinates, stochastic programming, and markets
|
2019 |
Flåm, Sjur D. |
| European option pricing under cumulative prospect theory with constant relative sensitivity probability weighting functions
|
2019 |
Nardon, Martina |
| Volatility versus downside risk : performance protection in dynamic portfolio strategies
|
2019 |
Barro, Diana |
| The wait-and-judge scenario approach applied to antenna array design
|
2019 |
Carè, Algo |
| The value of the right distribution in stochastic programming with application to a Newsvendor problem
|
2019 |
Maggioni, Francesca |
| Calibration of one-factor and two-factor Hull-White models using swaptions
|
2019 |
Russo, Vincenzo |
| Sensitivity analysis of Mixed Tempered Stable parameters with implications in portfolio optimization
|
2019 |
Hitaj, Asmerilda |
| Pricing and hedging GMWB in the Heston and in the Black-Scholes with stochastic interest rate models
|
2019 |
Goudenege, Ludovic |
| Big data analytics : an aid to detection of non-technical losses in power utilities
|
2019 |
Micheli, Giovanni |
| Notoriously hard (mixed-)binary QPs : empirical evidence on new completely positive approaches
|
2019 |
Bomze, Immanuel M. |
| Robustness analysis of generalized Jackson network
|
2019 |
Berkhout, Joost |
| Multistage portfolio optimization with multivariate dominance constraints
|
2019 |
Petrová, Barbora |
| Optimal strategies with option compensation under mean reverting returns or volatilities
|
2019 |
Herzel, Stefano |
| Simulation and evaluation of the distribution of interest rate risk
|
2019 |
Hagenbjörk, Johan |
| B&B method for discrete partial order optimization
|
2019 |
Norkin, Vladimir I. |
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